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Power fluctuations in stochastic models of dissipative systems

Farago, Jean - In: Physica A: Statistical Mechanics and its Applications 331 (2004) 1, pp. 69-89

We consider different models of stochastic dissipative equations and theoretically compute the probability distribution functions (actually the associated large deviation functions) of the time averaged injected power required to sustain a nontrivial stationary state. We discuss the results and...

Persistent link: https://www.econbiz.de/10010873339

A Rational Route to Randomness.

Brock, W.A. - Wisconsin Madison - Social Systems - 1995

Persistent link: https://www.econbiz.de/10005795225

A Numerical Solution of the Stochastic Growth Model.

Akdeniz, L.; Dechert, W.D. - Wisconsin Madison - Social Systems - 1995

Persistent link: https://www.econbiz.de/10005795252

Statistical Mechanics Approaches to Socioeconomic Behavior.

Durlauf, S.N. - Wisconsin Madison - Social Systems - 1996

This paper provides a unified framework for interpreting a wide range of interactions models which have appreared in the economic literature. The framework bears a close relationship to econometric models of descrete choice and therefore holds the potential for rendering interactions models...

Persistent link: https://www.econbiz.de/10005136827

THE THEORY OF STATISTICAL INFERENCE FOR NONLINEAR SCIENCE: GAUGE FUNCTIONS, COMPLEXITY MEASURES, AND INSTABILITY MEASURES

BROCK, W.A.; BAEK, E.G. - Wisconsin Madison - Social Systems - 1988

Persistent link: https://www.econbiz.de/10005443424

A Rational Route to Randomness.

Brock, W.A.; Hommes, C.H. - Wisconsin Madison - Social Systems - 1996

This paper puts forth a concept of Adptivety Rational Equilibrium (A.R.E) where agents base decisions upon predictions of future values of endogenous variables whose actual values are determined by equilibrium equations.

Persistent link: https://www.econbiz.de/10005443472

An Evolutionary Bootstarp Approach to Neural Network Pruning and Generalization.

Le Baron, B. - Wisconsin Madison - Social Systems - 1997

This paper combines techniques drawn from the literature on evolutionary optimization algorithms along with bootstrap based statistical tests. Bootstrapping is used as a general framework for estimating objectives out of sample by redrawing subsets from a training sample. Evolution is used to...

Persistent link: https://www.econbiz.de/10005443517

Statistics and dynamics

Cohen, E.G.D - In: Physica A: Statistical Mechanics and its Applications 305 (2002) 1, pp. 19-26

The classical statistics of Boltzmann and Gibbs will be discussed. As pointed out long ago by Einstein, there is a … connection of the statistics applicable to a system and its underlying dynamics. This follows, for example, from the existence of … quantum (Bose–Einstein or Fermi–Dirac) statistics, where the underlying dynamics is quite different from classical mechanics …

Persistent link: https://www.econbiz.de/10010589892

The maximum entropy principle and the nature of fractals

Pastor-Satorras, R; Wagensberg, J - In: Physica A: Statistical Mechanics and its Applications 251 (1998) 3, pp. 291-302

We apply the Principle of Maximum Entropy to the study of a general class of deterministic fractal sets. The scaling laws peculiar to these objects are accounted for by means of a constraint concerning the average content of information in those patterns. This constraint allows for a new...

Persistent link: https://www.econbiz.de/10010599498

Currency Politics: The Political Economy of Exchange Rate Policy

Frieden, Jeffry A. - Princeton University Press

The exchange rate is the most important price in any economy, since it affects all other prices. Exchange rates are set, either directly or indirectly, by government policy. Exchange rates are also central to the global economy, for they profoundly influence all international economic activity....

Persistent link: https://www.econbiz.de/10011093938